Multivariate regression

why multivariate regression?

https://stats.stackexchange.com/questions/254254/why-do-we-need-multivariate-regression-as-opposed-to-a-bunch-of-univariate-regr

https://stats.stackexchange.com/questions/318810/multivariate-linear-regression-vs-several-univariate-regression-models

Example https://stats.idre.ucla.edu/stata/dae/multivariate-regression-analysis/

Interpretation

https://stats.stackexchange.com/questions/287416/interpret-coefficients-from-a-multivariate-regression

Possibly related PLS regression https://stats.stackexchange.com/questions/4517/regression-with-multiple-dependent-variables